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haldensify  

Highly Adaptive Lasso Conditional Density Estimation
View on CRAN: Click here


Download and install haldensify package within the R console
Install from CRAN:
install.packages("haldensify")

Install from Github:
library("remotes")
install_github("cran/haldensify")

Install by package version:
library("remotes")
install_version("haldensify", "0.2.3")



Attach the package and use:
library("haldensify")
Maintained by
Nima Hejazi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-14
Latest Update: 2022-02-09
Description:
An algorithm for flexible conditional density estimation based on application of pooled hazard regression to an artificial repeated measures dataset constructed by discretizing the support of the outcome variable. To facilitate non/semi-parametric estimation of the conditional density, the highly adaptive lasso, a nonparametric regression function shown to reliably estimate a large class of functions at a fast convergence rate, is utilized. The pooled hazards data augmentation formulation implemented was first described by D
How to cite:
Nima Hejazi (2020). haldensify: Highly Adaptive Lasso Conditional Density Estimation. R package version 0.2.3, https://cran.r-project.org/web/packages/haldensify. Accessed 06 Nov. 2024.
Previous versions and publish date:
0.0.5 (2020-03-14 16:20), 0.0.6 (2020-09-16 08:40), 0.2.1 (2021-10-08 09:50), 0.2.2 (2022-01-28 00:30)
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